Yeah, I guess it would take "a very large quantity of it."
The best burn rate of Nano Thermite recorded is ~2,400 m/s. That makes it a low, not a high, explosive. C4 plastic explosive has a burn rate of ~8,000 m/s and is a high explosive. PE4 and RDX are faster.
There's no way you would use Nano Thermite to acheive explosive destruction of the steel columns in any building. Explosive destruction of building materials relies on the shockwave exceeding the speed of sound in the material. For steel that velocity is 6,100 m/s. For concrete it is 3,200 m/s. Nano Thermite cannot develop a shockwave velocity that exceeds the speed of sound in concrete let alone steel.
Could you mix the Nano Thermite with RDX or some other appropriate high explosive? Probably. You could also mix lark's vomit with a sufficient amount of an appropriate high explosive to echeive your goal.
I don't know if you've ever seen the result of a "normal" AN-M14 TH3 thermite grenade. I have. It is very difficult to actually look at because the light emitted from the intense heat is blindingly bright. And that's only 26.5 oz of TH3 thermite. These people are talking about a huge explosion - many tons of the stuff. So where was the blinding ultra-white flash? And considering that thermite is a fine powder, where is all the residue? Not trace residue, but lots of the stuff scattered around because it supposedly exploded.
And this speculation is now over two years old.